Related papers: Extropy-Based Generalized Divergence and Similarit…
Information entropy and its extension, which are important generalization of entropy, have been applied in many research domains today. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional…
The use of correntropy as a similarity measure has been increasing in different scenarios due to the well-known ability to extract high-order statistic information from data. Recently, a new similarity measure between complex random…
We introduce a generalized formulation of mutual information (MI) based on the extended Bregman divergence, a framework that subsumes the generalized S-Bregman (GSB) divergence family. The GSB divergence unifies two important classes of…
This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…
The general weighted cumulative residual extropy (GWCRJ) and general weighted cumulative past extropy (GWCPJ) are introduced in this paper. There are some results in relation to GWCPJ and GWCRJ. We take into account GWCRJ-based uncertainty…
Using the generalized entropies which depend on two parameters we propose a set of quantitative characteristics derived from the Information Geometry based on these entropies. Our aim, at this stage, is modest, as we are first constructing…
In this paper, we are testing the symmetry in the distribution of data observed on a random variable. We proposed test statistics using cumulative past and residual extropy of record values based on the characterization developed by Gupta…
In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…
The generalized exponential distribution is a well-known probability model in lifetime data analysis and several other research areas, including precipitation modeling. Despite having broad applications for independently and identically…
We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…
The Generalized Relative Entropy inequality is a ubiquitous property in mathematical models applied in physics or biology. In spite of its importance, it is currently proved on a case-by-case basis in the literature. Here, we show that GRE…
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…
This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…
Four new probability models are derived which generalize the common univariate continuous distributions. Classical distributional measures are derived from Hoel, et al., Introduction to Probability Theory, 1971. Measures include probability…
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…
The extropy measure, introduced by Lad, Sanfilippo, and Agro in their (2015) paper in Statistical Science, has garnered significant interest over the past years. In this study, we present a novel representation for the weighted extropy…
The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…
In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family…
Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…